+17.1%
SNPS vs ACI
-42.9%
+60.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -11.0% | +0.2% | -11.2% | -11.0% |
| 30D | -1.7% | +5.9% | -7.6% | -2.1% |
| 3M | -20.4% | -19.8% | -0.6% | -19.7% |
| 6M | -8.6% | -24.7% | +16.1% | -7.6% |
| YTD | -16.2% | -24.4% | +8.2% | -15.4% |
| 1Y | -34.6% | -31.5% | -3.1% | -33.3% |
| 3Y | -14.5% | -38.7% | +24.2% | -12.4% |
| All | +17.1% | -42.9% | +60.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling